Asset / Liability & Capital Management Analyst

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Societe Generale
  • 17 Nov 17 2017-11-17

Asset / Liability & Capital Management Analyst


SG CIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia. SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.

The ALM team in Financial APAC Finance department, is a team of experts overseeing and centralizing Asset and Liability and subjects related to the balance sheet, capital, leverage, RWA, liquidity and structural risks in the banking book. Our objective is to contribute to the region's steering and optimisation of these subjects at both the business line and entity level, through the following means:

  • Monitoring and analyzing the region's balance sheet, leverage and RWA exposures, capital structure and capital investments in affiliates; region's interest rate risk on banking book; liquidity consumptions
  • Instructing and driving projects related to the above subjects
  • Maintaining an expert-level understanding on Group policies / guidelines and regulatory norms relevant to ALM / balance sheet / liquidity metrics and management and transposing them regionally
  • Leveraging the local and regional ALCO as a platform to present, manage and steer the bank's scarce resources


Role & Responsibilities

  • Perform and present relevant quantitative and qualitative analysis on ALM topics, application of analysis for ALM-related decisions and drive its optimisation
  • Be responsible for the preparation of the Regional ALCO pack, performing comprehensive monitoring and in-depth analysis pertaining to ALM indicators and measures related to balance sheet, capital, leverage, RWA, liquidity and structural risks used for management decisions
  • Lead the Asia investment file preparation process; participate in business-related and ALM impact analysis, etc. for investment decisions
  • Drive regional alignment of ALM practices against Group standards and framework; review and oversee related policies and plans in the region. Ensure Group norms and policies related to ALM are properly followed by the Asian entities
  • Advisory to stakeholders on ALM topics and issues relating to the balance sheet, RWA, capital, liquidity, interest rate risks. Provide guidance to entities' liquidity and funding and capital policies and contingency plans according to regulatory requirements and Group practices and governance
  • Maintain watch over regional and global regulatory evolutions, communicating and managing changes for the region. Support in the region's adoption and implementation of the regulatory requirements
  • Contribute to, coordinate and lead ALM roadmap deliverables and initiatives (e.g. IRRBB, liquidity)


Required Profile

  • Minimum 5 years experience in the Finance industry or at least 8 years to be considered for VP level
  • Bachelor degree in finance / accounting or related disciplines
  • CFA qualified is an advantage
  • Experience with ALM topics (balance sheet management, liquidity, banking book interest rate and FX risks management, capital management, RWA) and prudential requirements, preferred
  • Strong analytical skills and ability to summarize and communicate key messages
  • Able to execute, coordinate and drive major initiatives
  • Strong interpersonal skills; team player with strong ability to work independently; effective stakeholder management
  • Advanced skills in Excel, PowerPoint
  • Fluent in spoken and written English